+763.1%
PM vs BIL
+26.3%
+736.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -1.8% |
| 7D | -4.9% | +0.1% | -5.0% | -4.4% |
| 30D | -3.4% | +0.3% | -3.7% | -1.7% |
| 3M | +5.2% | +0.9% | +4.2% | +10.7% |
| 6M | +3.7% | +1.8% | +1.9% | +14.6% |
| YTD | +15.8% | +2.4% | +13.3% | +32.1% |
| 1Y | +17.4% | +3.7% | +13.6% | +43.6% |
| 3Y | +116.9% | +14.2% | +102.8% | +368.0% |
| 5Y | +117.3% | +19.4% | +97.9% | +519.0% |
| 10Y | +193.8% | +25.2% | +168.5% | +1,028.4% |
| All | +763.1% | +26.3% | +736.9% | +3,344.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling